The carriages from the 18th century and a escort from the Royal Guard drive the ambassador from the Plaza Mayor to the Royal Palace. In this video from the Foreign Affairs Ministry you can watch all the ceremony.

First, the ambassador is received at the Santa Cruz Palace, the Ministry's headquarters. Afterwards, the Royal Guard greets her at the Palace's gates, and in the carriage she's carried to the Royal Palace. There, the Royal Guard receives the ambassador with her National Anthem.

And another, from a TV program in 2012, following the ceremony for the Japanese ambassador. Here the carriage attendants shows the interiors to the cameras, and the ambassador himself teach us how his "credentials" are